Replies to post #21425 on ETF SWING & DAY TRADING

[wild_card]

MFB, (tclark1): PPO System Backtest:

Thank you for doing this for us!
It is important to get some sort of confirmation on the results.

I will plan on giving you the info you need since tclark1 and I are probably the most familiar with it (though others do have the spreadsheet).

Give me a few more days as I have come up with another possible tweak that I would like to test first.

Will your database include the NASI values?
If not tell me how you would like to get them from me; comma delimited, Excel, ...?

[positiontrader]

Jared,

Thanks for stepping up once again

Here are the current rules but it looks like wild card may try one more tweak.

Use Bull Signal If PPO(5EMA,10EMA) line > -1.6 and rising from yesterdays line.

Use Bear Signal If PPO(5EMA,10EMA) line < 1.6 and falling from yesterdays line.



Bull Signal - Listed by order of dominance
Long NDX100 > EMA10
Long RSI(5) <= 28
Long NASI EMA4 > NASI EMA24
Short Otherwise (NASI EMA4 < NASI EMA24)

Bear Signal - Listed by order of dominance
Short RSI(5) >= 75
Long RSI(5) <= 28
Long NASI EMA4 > NASI EMA24
Short Otherwise (NASI EMA4 < NASI EMA24)

Regards

Marc